We present a method based on filtering algorithms to estimate the parameters of linear regressions, i.e. the coefficients and the variance of the error term. The proposed algorithms make use of Particle Filters following Ristic, B., Arulampalam, S., Gordon, N. (2004, ISBN: 158053631X) resampling methods.
| Version: | 0.1.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | MASS (≥ 7.3-50), stats (≥ 3.5.1) |
| Published: | 2018-08-14 |
| Author: | Christian Llano Robayo [aut, cre], Nazrul Shaikh [aut] |
| Maintainer: | Christian Llano Robayo <cxl985 at miami.edu> |
| BugReports: | https://github.com/ChrissCod/LMfilteR/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | LMfilteR results |
| Reference manual: | LMfilteR.pdf |
| Package source: | LMfilteR_0.1.2.tar.gz |
| Windows binaries: | r-devel: LMfilteR_0.1.2.zip, r-release: LMfilteR_0.1.2.zip, r-oldrel: LMfilteR_0.1.2.zip |
| macOS binaries: | r-release: LMfilteR_0.1.2.tgz, r-oldrel: LMfilteR_0.1.2.tgz |
| Old sources: | LMfilteR archive |
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